Continuous-Time Markov Chains and Applications

A Two-Time-Scale Approach

Nonfiction, Science & Nature, Mathematics, Calculus, Statistics
Cover of the book Continuous-Time Markov Chains and Applications by Qing Zhang, G. George Yin, Springer New York
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Qing Zhang, G. George Yin ISBN: 9781461443469
Publisher: Springer New York Publication: November 14, 2012
Imprint: Springer Language: English
Author: Qing Zhang, G. George Yin
ISBN: 9781461443469
Publisher: Springer New York
Publication: November 14, 2012
Imprint: Springer
Language: English

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.

More books from Springer New York

Cover of the book 3D Surface Reconstruction by Qing Zhang, G. George Yin
Cover of the book Integrating Face and Voice in Person Perception by Qing Zhang, G. George Yin
Cover of the book Pathology of Challenging Melanocytic Neoplasms by Qing Zhang, G. George Yin
Cover of the book Real World Ecology by Qing Zhang, G. George Yin
Cover of the book Monte Carlo Statistical Methods by Qing Zhang, G. George Yin
Cover of the book Atlas of Brain and Spine Oncology Imaging by Qing Zhang, G. George Yin
Cover of the book Cellular and Molecular Regulation of Testicular Cells by Qing Zhang, G. George Yin
Cover of the book Immunomic Discovery of Adjuvants and Candidate Subunit Vaccines by Qing Zhang, G. George Yin
Cover of the book Manual of Cardiac Surgery by Qing Zhang, G. George Yin
Cover of the book Protecting Your Intellectual Property Rights by Qing Zhang, G. George Yin
Cover of the book New Directions in Affective Disorders by Qing Zhang, G. George Yin
Cover of the book Automotive Radar Sensors in Silicon Technologies by Qing Zhang, G. George Yin
Cover of the book Robustness, Plasticity, and Evolvability in Mammals by Qing Zhang, G. George Yin
Cover of the book Viruses and Human Cancer by Qing Zhang, G. George Yin
Cover of the book Human Pharmaceuticals in the Environment by Qing Zhang, G. George Yin
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy